PMs that you send are not saved unless you check the
Save a copy in my outbox box each time.
Here's how to save all sent PMs by default so you don't have to keep checking that box.
Step 1: Click
Profile in the forum menu bar.
Step 2: Hover over
Modify Profile and click
Personal Messaging.
Step 3: Check the box for
Save a copy of each personal message in my sent items by default. Step 4: Click the
Change profile button. You're done!